+393.4%
PBF vs TRMB
-37.9%
+431.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.4% | -5.3% |
| 7D | -15.3% | -16.6% | +1.3% | -11.0% |
| 30D | -21.8% | -8.9% | -12.9% | -19.9% |
| 3M | -0.2% | -6.3% | +6.1% | +1.0% |
| 6M | +63.6% | -10.0% | +73.6% | +66.5% |
| YTD | +147.5% | -30.1% | +177.6% | +172.8% |
| 1Y | +69.8% | -31.3% | +101.1% | +87.9% |
| 3Y | +65.3% | +30.8% | +34.5% | +46.4% |
| 5Y | +393.4% | -35.9% | +429.3% | +469.0% |
| All | +393.4% | -37.9% | +431.3% | +469.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TRMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling